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Definition
An m × n matrix, A, is a rectangular array of
elements
a11 a12 a1n
a
A aij 21 a22 a2 n
am1 am 2 amn
m = # of rows
n = # of columns
dimensions = m × n
Vector
Definition
A vector, v, of dimension n is an n × 1 matrix
rectangular array of elements
v1
v
v 2
vn
vectors will be column vectors (they may also be row vectors)
Matrix Operations
Addition
Let A = (aij) and B = (bij) denote two n × m
matrices Then the sum, A + B, is the matrix
am1 bm1 am 2 bm 2 amn bmn
Scalar Multiplication
Let A = (aij) denote an n × m matrix and let c be
any scalar. Then cA is the matrix
cam1 cam 2 camn
Addition for vectors
v3
v1 w1
v w v2 w2
w1
v3 w3
w w2
w3
v1
v v2
v2
v3
v1
Scalar Multiplication for vectors
v3
cv1
cv cv2
cv3
v1
v v2
v3
v2
v1
Matrix Multiplication
Matrix multiplication
Let A = (aij) denote an n × m matrix and B = (bjl)
denote an m × k matrix
Then the n × k matrix C = (cil) where
m
cil aij b jl
j 1
is an n × 1 vector A
w3
v3
v1
v v2
v3
w2
v2 w1
w w2 Av
w3
w1
Some particular types of matrices
Definition
An n × n identity matrix, I, is the square matrix
1 0 0
0 1
0
I In
0 0 1
Note:
1. AI = A
2. IA = A.
Inverse
Definition (The inverse of an n × n matrix)
Let A denote the n × n matrix
a11 a12 a1n
a
a a 2n
A aij 21 22
an1 an 2 ann
Let B denote an n × n matrix such that
AB = BA = I,
If the matrix B exists then A is called invertible Also B is called the
inverse of A and is denoted by A-1
The transpose of a matrix
A A
1 1
Trace and determinant of a square matrix
an1 an 2 ann
n
Then tr A aii
i 1
a11 a12 a1n
a a a2 n
A det 21 22
the determinant of A
n
an1 an 2 ann
aij Aij
j 1
a11 a12
det a11a22 a12 a21
a21 a22
Some properties
1. I 1, tr I n
2. AB A B , tr AB tr BA
1 1
3. A
A
A11
A12 22 11 12 22 A21
A A A A1
4. A
A21 A22 A11 A22 A21 A111 A12
A22 A11 if A12 0 or A21 0
Special types of Matrices
1. Orthogonal matrices
– A matrix is orthogonal if PˊP = PPˊ = I
– In this cases P-1=Pˊ .
– Also the rows (columns) of P have length 1 and
are orthogonal to each other
Ortogonal matrices (continued….)
1 3
1
3
1
3
1
P 2
1
2
0
1 1 2 6
6 6
Special types of matrices (continued)
where
a11 a12 a13
a11 a12 a a ,
A1 a11 , A2 , A
3 12 22 23 a
12 22
a a
a13 a23 a33
a11 a12 a1n
a a a
and An A 12 22 2n
a1n a2 n ann
Example
1 .5 .25 .125
.5 1 .5 .25
A A A4 0.421875 0
.25 .5 1 .5
.125 .25 .5 1
1 .5 .25
A3 det .5 1 .5 A3 0.5625 0
.25 .5 1
1 .5
A2 det A2 0.75 0, A1 det1 1 0
.5 1
Special types of matrices (continued….)
3. Idempotent matrices
– A symmetric matrix, E, is called idempotent if:
EE E
– Idempotent matrices project vectors onto a linear
subspace
EEx Ex
x
Ex
Quadratic Forms
6 x1 2 x2 2 x3 6 • H is a symmetric.
f ( x1 , x2 , x3 ) 4 x2 2 x1 2 x3 4 • All diagonal elements are positive.
2x 2x 2x 2
3 1 2
• The leading principal determinants are
6 2 2
6 2
H f ( x1 , x2 , x3 ) 2 4 2 6 0
2 4
20 0
2 2 2
H f 16 0